This paper introduces a numerical method for solving the vasicek model by using a stochastic operational matrix based on the triangular functions (TFs) in combination with the collocation method. The method is stated by using conversion the vasicek model to a stochastic nonlinear system of $2m+2$ equations and $2m+2$ unknowns. Finally, the error analysis and some numerical examples are provided...

Based on the increasing property of ratio of average reversed hazard rates of two non-negative random variables a new stochastic order for the sake of comparison of two lifetime distributions is proposed. This stochastic order admits some distinguishing properties. In order to illustrate the obtained results, a semi-parametric model which is called reverse hazard power and a mixture model of pr...

An algorithm for stochastic (convex or nonconvex) optimization is presented. The algorithm is variable-metric in the sense that, in each iteration, the step is computed through the product of a symmetric positive definite scaling matrix and a stochastic (mini-batch) gradient of the objective function, where the sequence of scaling matrices is updated dynamically by the algorithm. A key feature ...

A new stochastic learning algorithm using Gaussian white noise sequence, referred to as Subconscious Noise Reaction (SNR), is proposed for a class of discrete-time neural networks with time-dependent connection weights. Unlike the back-propagation-through-time (BTT) algorithm, SNR does not require the synchronous transmission of information backward along connection weights, while it uses only ...

Here presented is a model of many goal-oriented stochastic automata. The goal of each automaton is the extremum of the absolute mean value of a certain utility function. That function depends explicitly on the automaton strategy and the environment response. Without need of any a priori knowledge each automaton adapts its structure in the process of achieving its own goal. By suitably setting t...

Dynamic software updating provides many benefits, e.g. in runtime monitoring, runtime adaptation to fix bugs in long running applications, etc. Although it has several advantages, no quantitative analysis of its costs and revenue are available to show its benefits or limitations especially in comparison with other software updating schemes. To address this limitation in evaluating software upda...

Identification of structural models from measured earthquake response can play a key role in structural health monitoring, structural control and improving performance-based design. System identification using data from strong seismic shaking is complicated by the nonlinear hysteretic response of structures where the restoring forces depend on the previous time history of the structural respons...